Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATMOX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS I) | NA | -4.70% | 5.35% | 11.10% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 01/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATMOX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS I) | 01/30/2012 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.70 | 5.35 | 11.10 | NA | NA | NA | … | … | -16.52 | 29.23 | 29.08 | -4.35 | 23.79 | 4.17 | 2.93 | 10.81 | 35.02 | 13.68 |
| Sharpe Ratio | NA | -0.23 | 0.16 | 0.49 | NA | NA | NA | … | … | -1.05 | 0.82 | 2.21 | -0.28 | 2.68 | 0.30 | 0.18 | 0.71 | 2.67 | 1.19 |
| Standard Deviation(%) | NA | 20.71 | 25.55 | 21.19 | NA | NA | NA | … | … | 21.47 | 35.32 | 12.55 | 20.24 | 8.66 | 13.10 | 15.99 | 15.23 | 13.10 | 12.60 |
| Draw Down(%) | NA | 21.43 | 33.43 | 33.43 | NA | NA | NA | … | … | 21.43 | 33.43 | 5.69 | 23.61 | 3.26 | 12.95 | 12.03 | 10.27 | 6.79 | 8.02 |
| Yield(%) | 0.00 | 4.13 | 2.76 | 2.83 | 3.26 | 2.17 | 1.63 | … | … | 1.61 | 2.65 | 3.09 | 0.94 | 0.94 | 1.54 | 0.94 | 2.38 | 1.37 | 2.34 |
Data as of 09/16/2021, Common starting date is 01/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATMOX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS I) |
4.88%
Aug 2018 – Aug 2021 |
5.86%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATMOX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS I) |
19.06%
May 2012 – May 2015 |
17.19%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart